PREVIEW / futures_30min / 2021-02-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-02-02.parquet
  size:    103 KB
  rows:    3,686

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-02-02 00:00:00	ES	Futures	4249.29	4251.82	4247.32	4249.29	4406.0
2021-02-02 00:30:00	ES	Futures	4249.29	4254.62	4247.32	4254.62	4087.0
2021-02-02 01:00:00	ES	Futures	4254.62	4255.18	4247.61	4248.17	3579.0
2021-02-02 01:30:00	ES	Futures	4248.17	4250.97	4245.92	4249.85	3583.0
2021-02-02 02:00:00	ES	Futures	4249.57	4250.13	4244.8	4246.48	4322.0
2021-02-02 02:30:00	ES	Futures	4246.48	4250.41	4245.08	4249.01	4568.0
2021-02-02 03:00:00	ES	Futures	4248.73	4263.88	4245.36	4259.39	18839.0
2021-02-02 03:30:00	ES	Futures	4259.39	4261.36	4253.22	4258.27	8338.0
2021-02-02 04:00:00	ES	Futures	4258.27	4265.01	4256.59	4264.16	11803.0
2021-02-02 04:30:00	ES	Futures	4264.45	4268.66	4261.92	4265.57	10454.0
2021-02-02 05:00:00	ES	Futures	4265.57	4267.81	4261.36	4261.92	6389.0
2021-02-02 05:30:00	ES	Futures	4261.92	4270.62	4261.36	4267.53	9817.0
2021-02-02 06:00:00	ES	Futures	4267.25	4269.22	4263.32	4263.88	9216.0
2021-02-02 06:30:00	ES	Futures	4263.88	4264.73	4258.55	4258.55	7110.0
2021-02-02 07:00:00	ES	Futures	4258.55	4265.29	4257.99	4263.04	7640.0
2021-02-02 07:30:00	ES	Futures	4263.04	4265.01	4259.67	4260.8	8149.0
2021-02-02 08:00:00	ES	Futures	4260.8	4265.01	4259.95	4261.64	11370.0
2021-02-02 08:30:00	ES	Futures	4261.92	4266.97	4259.95	4265.29	14427.0
2021-02-02 09:00:00	ES	Futures	4265.29	4266.41	4260.8	4265.29	19709.0
2021-02-02 09:30:00	ES	Futures	4265.01	4283.53	4265.01	4279.6	180931.0
2021-02-02 10:00:00	ES	Futures	4279.88	4298.69	4279.6	4286.62	167378.0
2021-02-02 10:30:00	ES	Futures	4286.9	4294.76	4285.78	4293.07	92998.0
2021-02-02 11:00:00	ES	Futures	4293.07	4303.18	4291.67	4298.97	71620.0
2021-02-02 11:30:00	ES	Futures	4298.69	4304.86	4296.44	4304.02	59943.0
2021-02-02 12:00:00	ES	Futures	4304.02	4306.26	4298.13	4298.97	51548.0
2021-02-02 12:30:00	ES	Futures	4298.97	4303.74	4298.13	4303.74	40472.0
2021-02-02 13:00:00	ES	Futures	4303.74	4304.58	4295.04	4297.56	38272.0
2021-02-02 13:30:00	ES	Futures	4297.56	4302.9	4297.28	4299.81	41466.0
2021-02-02 14:00:00	ES	Futures	4299.53	4302.62	4297.84	4298.97	32410.0
2021-02-02 14:30:00	ES	Futures	4299.25	4305.42	4298.69	4304.86	38913.0
2021-02-02 15:00:00	ES	Futures	4304.86	4305.14	4297.0	4301.21	60657.0
2021-02-02 15:30:00	ES	Futures	4301.21	4301.49	4284.93	4286.9	166655.0
2021-02-02 16:00:00	ES	Futures	4286.9	4297.56	4281.57	4295.32	83334.0
2021-02-02 16:30:00	ES	Futures	4294.2	4298.41	4288.58	4297.84	8919.0
2021-02-02 18:00:00	ES	Futures	4299.25	4302.05	4294.2	4301.21	6364.0
2021-02-02 18:30:00	ES	Futures	4301.21	4304.02	4297.56	4298.41	4561.0
2021-02-02 19:00:00	ES	Futures	4298.41	4302.9	4294.76	4302.62	6483.0
2021-02-02 19:30:00	ES	Futures	4302.62	4310.19	4300.09	4307.11	9618.0
2021-02-02 20:00:00	ES	Futures	4307.11	4307.39	4300.37	4302.62	6756.0
2021-02-02 20:30:00	ES	Futures	4302.62	4304.02	4297.56	4301.21	8212.0
2021-02-02 21:00:00	ES	Futures	4301.21	4303.18	4294.2	4302.34	6076.0
2021-02-02 21:30:00	ES	Futures	4302.34	4303.74	4298.69	4301.49	3103.0
2021-02-02 22:00:00	ES	Futures	4301.21	4301.77	4298.13	4298.97	2456.0
2021-02-02 22:30:00	ES	Futures	4299.25	4299.25	4295.6	4297.28	3612.0
2021-02-02 23:00:00	ES	Futures	4297.0	4302.62	4296.44	4300.65	2892.0
2021-02-02 23:30:00	ES	Futures	4300.93	4302.62	4299.81	4301.49	1671.0
2021-02-02 00:00:00	NQ	Futures	15425.08	15431.74	15406.56	15417.56	2821.0
2021-02-02 00:30:00	NQ	Futures	15417.27	15433.76	15401.93	15432.32	2680.0
2021-02-02 01:00:00	NQ	Futures	15433.19	15439.26	15408.0	15412.35	1877.0
2021-02-02 01:30:00	NQ	Futures	15413.79	15431.45	15406.85	15425.66	1560.0

> showing 50 of 3,686 rows — these rows as CSV

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